Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect.
Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect.
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DOI：
10.1103/physreve.91.032125
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发表时间：
2014-07
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影响因子：
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通讯作者：
Julian Schmidt;A. Meistrenko;H. van Hees;Zhe Xu;C. Greiner
中科院分区：
文献类型：
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作者：
Julian Schmidt;A. Meistrenko;H. van Hees;Zhe Xu;C. Greiner
本文提出了一种有效的方法来模拟具有任意协方差函数的平稳高斯噪声，并通过与解析结果的比较，数值研究了时间相关噪声对（1+1）维广义Langevin方程时间演化的影响.最后，我们将我们的方法应用到具有外调和势和双阱势的广义朗之万方程。
We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function, and then we study numerically the impact of time-correlated noise on the time evolution of a (1+1)-dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.